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National Healthcare Corp. NHC

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Market datapartial · fetched 2026-10-22T18:43:56.115Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:18:37.553843149Z

FundamentalsAlpha Vantage · unavailable

Share price$240.64
1D+1.2%
$235$237$238$240$2425:30 AM6:30 AM9:00 AM1:00 PMNHC
Sold putSold call

National Healthcare Corp. options

Live interpolated NHC call and put midpoint premiums by absolute delta.National Healthcare Corp.$2.46$8.67$14.88$21.10$27.31$210.02$225.80$241.57$257.35$273.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NHC spot · $240.64NHC PRICE$6.59$8.04$9.50$11.08$13.36$15.63$18.26$21.75$25.52$3.13$4.27$5.41$6.56$7.70$8.84$10.53$12.31$14.08$16.29$18.72$21.15$24.63
PutsExpensive1.18×
CallsExpensive1.18×
SkewBullish-2.75 pp
Implied moveBearish±$20.03
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ221.3738.2%9.3%
25Δ224.9937.8%8.3%
30Δ228.6237.3%7.2%
35Δ232.2436.9%6.2%
40Δ248.8635.6%6.2%235.8636.4%5.2%
45Δ245.7636.2%5.5%239.4935.9%4.2%
50Δ242.6636.7%4.8%242.6835.8%3.5%
55Δ239.5037.4%4.1%245.8035.8%3.0%
60Δ235.9938.4%3.6%248.9235.7%2.4%
65Δ232.4939.5%3.1%252.2735.4%1.9%
70Δ228.6840.6%2.6%255.7435.1%1.5%
75Δ224.1141.9%2.2%259.2234.8%1.1%
80Δ219.2943.5%1.7%263.5534.4%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
221.37
IV
38.2%
B/E move
9.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
224.99
IV
37.8%
B/E move
8.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
228.62
IV
37.3%
B/E move
7.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
232.24
IV
36.9%
B/E move
6.2%

40Δ

Calls
Pseudo strike
248.86
IV
35.6%
B/E move
6.2%
Puts
Pseudo strike
235.86
IV
36.4%
B/E move
5.2%

45Δ

Calls
Pseudo strike
245.76
IV
36.2%
B/E move
5.5%
Puts
Pseudo strike
239.49
IV
35.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
242.66
IV
36.7%
B/E move
4.8%
Puts
Pseudo strike
242.68
IV
35.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
239.50
IV
37.4%
B/E move
4.1%
Puts
Pseudo strike
245.80
IV
35.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
235.99
IV
38.4%
B/E move
3.6%
Puts
Pseudo strike
248.92
IV
35.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
232.49
IV
39.5%
B/E move
3.1%
Puts
Pseudo strike
252.27
IV
35.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
228.68
IV
40.6%
B/E move
2.6%
Puts
Pseudo strike
255.74
IV
35.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
224.11
IV
41.9%
B/E move
2.2%
Puts
Pseudo strike
259.22
IV
34.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
219.29
IV
43.5%
B/E move
1.7%
Puts
Pseudo strike
263.55
IV
34.4%
B/E move
0.7%

Options history

No recorded observations